+145.3%
RSP vs GLDM
+221.7%
-76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | +2.1% | -1.7% | +3.8% | +2.3% |
| 3M | -0.9% | -3.5% | +2.6% | -0.6% |
| 6M | +7.5% | -10.1% | +17.6% | +8.6% |
| YTD | +14.6% | -5.0% | +19.6% | +14.8% |
| 1Y | +17.6% | +2.8% | +14.8% | +16.9% |
| 3Y | +60.8% | +105.1% | -44.3% | +46.8% |
| 5Y | +46.1% | +124.3% | -78.2% | +30.7% |
| All | +145.3% | +221.7% | -76.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling